+59.0%
ILMN vs TAP
-47.8%
+106.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -6.0% | -8.0% | +2.0% | -4.7% |
| 30D | -23.0% | +4.1% | -27.1% | -24.0% |
| 3M | +10.4% | -4.4% | +14.8% | +10.7% |
| 6M | +49.4% | -1.9% | +51.4% | +48.6% |
| YTD | +62.3% | -12.1% | +74.4% | +64.2% |
| 1Y | +73.7% | -12.0% | +85.7% | +75.4% |
| 3Y | +122.5% | -25.0% | +147.5% | +131.2% |
| 5Y | -43.2% | -1.1% | -42.1% | -44.6% |
| 10Y | +59.0% | -47.6% | +106.6% | +67.0% |
| All | +59.0% | -47.8% | +106.8% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling